Dept. Math, Hokkaido Univ. EPrints Server

Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing

Preprint Series # 504
Inoue, A and Kasahara, Y Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (2000);

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Item Type:Preprint
Subjects:60-xx PROBABILITY THEORY AND STOCHASTIC PROCESSES
ID Code:703